Quote:
Originally Posted by dudefromdayton
On the same page, I've been able to confirm the biases stated for H0 and H1, as well as the variance for H0. But for the variance of 1.69 for H1, I am obtaining 2.44 instead.
I have this problem whether I calculate the variance directly, or I calculate the outofsample error and subtract the bias.
It would be reassuring if I could show that my 2.44 figure is wrong, but as yet I have not succeeded.

This is curious. To calculate
, you generate the two points
and
uniformly and independently, then connect them with a line. Since
and
, you get the equation for the line (tangent to the sine if the two points coincide). You then integrate the difference squared between the line and the sine with respect to
(times the probability density which is
) to get
for this data set, and doubleintegrate that with respect to
and
(times the probability density which is
for each variable) to get the expected
.
Is this what you have done to come up with a numerical answer equal to
?
Hint: It is much easier to MonteCarlo.